Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: An Introduction to Continuous Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Автор: Capasso V.
Аннотация:
"This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods." An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, physics, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference.